| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.027614 | -0.1893 | 0.425333 |
| 2 | 0.378214 | 2.5929 | 0.006323 |
| 3 | 0.114496 | 0.7849 | 0.218212 |
| 4 | 0.327191 | 2.2431 | 0.014822 |
| 5 | -0.029249 | -0.2005 | 0.420969 |
| 6 | 0.049869 | 0.3419 | 0.36698 |
| 7 | 0.134612 | 0.9229 | 0.180399 |
| 8 | -0.028859 | -0.1978 | 0.422009 |
| 9 | 0.021126 | 0.1448 | 0.442731 |
| 10 | -0.200754 | -1.3763 | 0.087625 |
| 11 | 0.304306 | 2.0862 | 0.021206 |
| 12 | -0.330168 | -2.2635 | 0.014131 |
| 13 | 0.099491 | 0.6821 | 0.249269 |
| 14 | -0.124561 | -0.8539 | 0.198732 |
| 15 | 0.197232 | 1.3522 | 0.091398 |
| 16 | -0.170265 | -1.1673 | 0.124493 |
| 17 | 0.113973 | 0.7814 | 0.219254 |
| 18 | -0.08565 | -0.5872 | 0.279945 |
| 19 | -0.002969 | -0.0204 | 0.491924 |
| 20 | -0.120693 | -0.8274 | 0.206088 |
| 21 | -0.163207 | -1.1189 | 0.134436 |
| 22 | -0.01301 | -0.0892 | 0.464654 |
| 23 | -0.250031 | -1.7141 | 0.046547 |
| 24 | -0.1031 | -0.7068 | 0.241585 |
| 25 | -0.183634 | -1.2589 | 0.107136 |
| 26 | 0.062951 | 0.4316 | 0.334012 |
| 27 | -0.242707 | -1.6639 | 0.051392 |
| 28 | -0.009748 | -0.0668 | 0.4735 |
| 29 | -0.138647 | -0.9505 | 0.173356 |
| 30 | 0.008561 | 0.0587 | 0.476724 |
| 31 | -0.083731 | -0.574 | 0.284341 |
| 32 | -0.026465 | -0.1814 | 0.428404 |
| 33 | 0.063432 | 0.4349 | 0.332825 |
| 34 | -0.019757 | -0.1354 | 0.446419 |
| 35 | 0.02964 | 0.2032 | 0.419928 |
| 36 | -0.01727 | -0.1184 | 0.453129 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.027614 | -0.1893 | 0.425333 |
| 2 | 0.377739 | 2.5896 | 0.006375 |
| 3 | 0.153416 | 1.0518 | 0.149141 |
| 4 | 0.23451 | 1.6077 | 0.057297 |
| 5 | -0.106826 | -0.7324 | 0.233793 |
| 6 | -0.21011 | -1.4404 | 0.078186 |
| 7 | 0.105641 | 0.7242 | 0.236254 |
| 8 | -0.024915 | -0.1708 | 0.432553 |
| 9 | 0.000424 | 0.0029 | 0.498847 |
| 10 | -0.237281 | -1.6267 | 0.055242 |
| 11 | 0.296131 | 2.0302 | 0.02401 |
| 12 | -0.188439 | -1.2919 | 0.101359 |
| 13 | -0.028482 | -0.1953 | 0.423014 |
| 14 | 0.048243 | 0.3307 | 0.371155 |
| 15 | 0.134545 | 0.9224 | 0.180517 |
| 16 | 0.011472 | 0.0786 | 0.468823 |
| 17 | 0.031785 | 0.2179 | 0.414223 |
| 18 | -0.229493 | -1.5733 | 0.061176 |
| 19 | -0.076967 | -0.5277 | 0.30011 |
| 20 | -0.070581 | -0.4839 | 0.315359 |
| 21 | -0.092044 | -0.631 | 0.265541 |
| 22 | -0.134766 | -0.9239 | 0.180127 |
| 23 | 0.050612 | 0.347 | 0.365078 |
| 24 | -0.12425 | -0.8518 | 0.199318 |
| 25 | 0.061284 | 0.4201 | 0.338149 |
| 26 | 0.125308 | 0.8591 | 0.197332 |
| 27 | 0.019046 | 0.1306 | 0.448335 |
| 28 | -0.145532 | -0.9977 | 0.161763 |
| 29 | 0.01224 | 0.0839 | 0.46674 |
| 30 | -0.120038 | -0.8229 | 0.207349 |
| 31 | 0.072486 | 0.4969 | 0.310773 |
| 32 | -0.028893 | -0.1981 | 0.421919 |
| 33 | 0.060587 | 0.4154 | 0.339882 |
| 34 | -0.050909 | -0.349 | 0.364318 |
| 35 | 0.133663 | 0.9163 | 0.182081 |
| 36 | -0.078626 | -0.539 | 0.296204 |
